+85,040.9%
ASML vs KIM
+1,409.0%
+83,631.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -4.8% |
| 7D | -10.0% | +10.6% | -20.6% | -13.2% |
| 30D | -19.4% | +17.5% | -36.9% | -24.1% |
| 3M | -12.5% | +4.7% | -17.2% | -14.2% |
| 6M | +8.2% | +13.1% | -4.9% | +2.8% |
| YTD | +40.7% | +32.1% | +8.7% | +26.3% |
| 1Y | +46.1% | +32.7% | +13.5% | +30.7% |
| 3Y | +138.5% | +59.2% | +79.3% | +96.8% |
| 5Y | +84.2% | +38.3% | +45.9% | +59.8% |
| 10Y | +1,505.1% | +69.0% | +1,436.1% | +1,056.4% |
| All | +85,040.9% | +1,409.0% | +83,631.9% | +21,638.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling